Block 4 presentation and R scripts
R scripts for seminars - outline of Block 4
1) IVR_mroz.R
- Wooldridge 5th Edition, Example 15.1, 15.5, 15.7
- Aim: discussion of instrumental variable, comparison of OLS and IV estimator, 2SLS estimator, testing for endogeneity
2) IVR_wage2.R
- Wooldridge 5th Edition, Example 15.2
- Aim: discussion of instrumental variable, comparison of OLS and IV estimator
3) IVR_bwght.R
- Wooldridge 5th Edition, Example 15.3
- Aim: discussion of instrumental variable, comparison of OLS and IV estimator
4) IVR_card.R
- Wooldridge 5th Edition, Example 15.4
- Aim: discussion of instrumental variable, comparison of OLS and IV estimator
5) SEM_mroz.R
- Wooldridge 5th Edition, Example 16.3, 16.5, Computer excercise C16.2
- Aim: estimation of an SEM model, endogeneity of regressors, interpretation of estimated coefficients
6) SEM_openness.R
- Wooldridge 5th Edition, Example 16.4, 16.6, Computer excercise C16.3
- Aim: estimation of an SEM model, endogeneity of regressors, interpretation of estimated coefficients
Seminar & self-study R scripts for Block 4
SEM_gas.R
- Aim: SEMs specification and identification of individual equations
SEM_Klein.R
- Aim: Estimation of the Klein (1950) model “Model I”
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